IWR vs. CRWV
IWR (iShares Russell Midcap ETF) is Mid Cap Growth Equities fund tracking the Russell Midcap Index, while CRWV (CoreWeave, Inc.) is a stock. Over the past year, IWR returned 19.23% vs -26.96% for CRWV. At a 0.31 correlation, their price movements are largely independent.
Performance
IWR vs. CRWV - Performance Comparison
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Returns By Period
In the year-to-date period, IWR achieves a 10.71% return, which is significantly lower than CRWV's 42.95% return.
IWR
- 1D
- 0.08%
- 1M
- 1.05%
- YTD
- 10.71%
- 6M
- 10.50%
- 1Y
- 19.23%
- 3Y*
- 16.25%
- 5Y*
- 7.68%
- 10Y*
- 11.41%
CRWV
- 1D
- 1.97%
- 1M
- -10.32%
- YTD
- 42.95%
- 6M
- 18.70%
- 1Y
- -26.96%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IWR vs. CRWV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IWR iShares Russell Midcap ETF | 10.71% | 13.03% |
CRWV CoreWeave, Inc. | 42.95% | 83.62% |
Correlation
The correlation between IWR and CRWV is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Mar 28, 2025 | 0.31 |
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Return for Risk
IWR vs. CRWV — Risk / Return Rank
IWR
CRWV
IWR vs. CRWV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell Midcap ETF (IWR) and CoreWeave, Inc. (CRWV). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| IWR | CRWV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.71 | ||
| Sortino ratioReturn per unit of downside risk | +1.85 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.02 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 2.37 | -0.42 | +2.78 |
| Martin ratioReturn relative to average drawdown | 9.09 | -0.62 | +9.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IWR | CRWV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.43 | -0.28 | +1.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 1.06 | -0.57 |
Drawdowns
IWR vs. CRWV - Drawdown Comparison
The maximum IWR drawdown since its inception was -58.78%, smaller than the maximum CRWV drawdown of -64.84%. Use the drawdown chart below to compare losses from any high point for IWR and CRWV.
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Drawdown Indicators
| IWR | CRWV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.78% | -64.84% | +6.06% |
Max Drawdown (1Y)Largest decline over 1 year | -8.17% | -64.84% | +56.67% |
Max Drawdown (3Y)Largest decline over 3 years | -21.09% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -26.18% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -40.59% | — | — |
Current DrawdownCurrent decline from peak | -2.04% | -44.24% | +42.20% |
Average DrawdownAverage peak-to-trough decline | -7.80% | -37.21% | +29.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.12% | 43.73% | -41.61% |
Volatility
IWR vs. CRWV - Volatility Comparison
The current volatility for iShares Russell Midcap ETF (IWR) is 3.59%, while CoreWeave, Inc. (CRWV) has a volatility of 25.28%. This indicates that IWR experiences smaller price fluctuations and is considered to be less risky than CRWV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IWR | CRWV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.59% | 25.28% | -21.69% |
Volatility (6M)Calculated over the trailing 6-month period | 10.06% | 68.15% | -58.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.54% | 95.71% | -82.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.25% | 114.59% | -96.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.38% | 114.59% | -95.21% |
Dividends
IWR vs. CRWV - Dividend Comparison
IWR's dividend yield for the trailing twelve months is around 1.17%, while CRWV has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CRWV CoreWeave, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IWR iShares Russell Midcap ETF | 1.17% | 1.29% | 1.27% | 1.43% | 1.59% | 1.04% | 1.28% | 1.43% | 1.98% | 1.52% | 1.72% | 1.59% |
Frequently Asked Questions
IWR and CRWV have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CRWV has higher volatility (25.28%) compared to IWR (3.59%). In terms of maximum drawdown, IWR dropped -58.78% vs CRWV's -64.84%.
IWR currently has the higher Sharpe Ratio (1.43 vs -0.28), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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